CME British Pound Future September 2012

Trading Metrics calculated at close of trading on 30-Mar-2012

Day Change Summary
	Previous	Current
	29-Mar-2012	30-Mar-2012	Change	Change %	Previous Week
Open	1.5880	1.5960	0.0080	0.5%	1.5855
High	1.5930	1.6011	0.0081	0.5%	1.6011
Low	1.5845	1.5949	0.0104	0.7%	1.5788
Close	1.5915	1.5978	0.0063	0.4%	1.5978
Range	0.0085	0.0062	-0.0023	-27.1%	0.0223
ATR	0.0082	0.0083	0.0001	1.2%	0.0000
Volume	128	69	-59	-46.1%	448

Daily Pivots for day following 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6165	1.6134	1.6012
R3	1.6103	1.6072	1.5995
R2	1.6041	1.6041	1.5989
R1	1.6010	1.6010	1.5984	1.6026
PP	1.5979	1.5979	1.5979	1.5987
S1	1.5948	1.5948	1.5972	1.5964
S2	1.5917	1.5917	1.5967
S3	1.5855	1.5886	1.5961
S4	1.5793	1.5824	1.5944

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6595	1.6509	1.6101
R3	1.6372	1.6286	1.6039
R2	1.6149	1.6149	1.6019
R1	1.6063	1.6063	1.5998	1.6106
PP	1.5926	1.5926	1.5926	1.5947
S1	1.5840	1.5840	1.5958	1.5883
S2	1.5703	1.5703	1.5937
S3	1.5480	1.5617	1.5917
S4	1.5257	1.5394	1.5855

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6011	1.5788	0.0223	1.4%	0.0092	0.6%	85%	True	False	89
10	1.6011	1.5760	0.0251	1.6%	0.0075	0.5%	87%	True	False	70
20	1.6011	1.5611	0.0400	2.5%	0.0051	0.3%	92%	True	False	43

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6275
2.618	1.6173
1.618	1.6111
1.000	1.6073
0.618	1.6049
HIGH	1.6011
0.618	1.5987
0.500	1.5980
0.382	1.5973
LOW	1.5949
0.618	1.5911
1.000	1.5887
1.618	1.5849
2.618	1.5787
4.250	1.5686

Fisher Pivots for day following 30-Mar-2012
Pivot	1 day	3 day
R1	1.5980	1.5958
PP	1.5979	1.5938
S1	1.5979	1.5918

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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